+411.2%
DXCM vs RL
+369.1%
+42.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -3.7% | +1.3% | -5.0% | -4.0% |
| 30D | -5.0% | +7.6% | -12.6% | -6.9% |
| 3M | -8.8% | -1.5% | -7.3% | -8.6% |
| 6M | +31.9% | +12.1% | +19.8% | +26.8% |
| YTD | +20.4% | +13.9% | +6.5% | +14.8% |
| 1Y | +45.7% | +20.7% | +25.1% | +36.5% |
| 3Y | -15.0% | +260.6% | -275.6% | -42.8% |
| 5Y | -48.5% | +248.9% | -297.3% | -65.9% |
| 10Y | +411.2% | +355.9% | +55.3% | +225.1% |
| All | +411.2% | +369.1% | +42.1% | +225.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling